PCA Index Dashboard Examples#
This script was last run at 2024-03-27 13:51:04.319320+00:00 (UTC)
In US/Central Time, this is 2024-03-27 08:51:04.319320-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896728 | -0.474160 | 0.086477 | -0.009337 | 0.545051 | 0.254414 |
| 1997-01-03 | -0.885018 | -0.474160 | -0.155338 | 0.006167 | 0.744652 | 0.205242 |
| 1997-01-06 | -0.881115 | -0.474160 | -0.063905 | -0.017088 | 0.777533 | 0.269203 |
| 1997-01-07 | -0.881115 | -0.453343 | -0.128870 | -0.048096 | 0.837165 | 0.382849 |
| 1997-01-08 | -0.892825 | -0.453343 | -0.021798 | -0.086855 | 0.785195 | 0.496103 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-20 | -0.865502 | -1.400534 | -0.888000 | 1.719319 | 0.827850 | 0.465774 |
| 2024-03-21 | -0.900632 | -1.431760 | -0.902436 | 1.727071 | 0.836472 | 0.472515 |
| 2024-03-22 | -0.888922 | -1.452577 | -0.885594 | 1.727071 | 0.764030 | 0.313896 |
| 2024-03-25 | -0.877212 | -1.369308 | -0.869954 | 1.727071 | 0.788287 | 0.420171 |
| 2024-03-26 | -0.861599 | -1.400534 | -0.863939 | 1.727071 | 0.721708 | 0.420171 |
7195 rows × 6 columns
pc1
DATE
1997-01-02 -0.576743
1997-01-03 -0.682841
1997-01-06 -0.665755
1997-01-07 -0.702103
1997-01-08 -0.671780
...
2024-03-20 -1.595610
2024-03-21 -1.625616
2024-03-22 -1.582752
2024-03-25 -1.572268
2024-03-26 -1.559336
Name: PC1, Length: 7195, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()